Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-17 00:00:00+00:00 0.538446 0.602516 0.674318 0.761378 0.864933 0.985258 1.137259
2024-11-24 00:00:00+00:00 0.458439 0.537212 0.631560 0.754735 0.914140 1.117621 1.404168
2024-12-01 00:00:00+00:00 0.390871 0.472852 0.575732 0.717468 0.912968 1.181789 1.596272
2024-12-08 00:00:00+00:00 0.342305 0.424582 0.531737 0.685992 0.910498 1.239919 1.791775
2024-12-15 00:00:00+00:00 0.318641 0.405077 0.521890 0.697757 0.968561 1.394995 2.180220
2024-12-22 00:00:00+00:00 0.303752 0.395165 0.523113 0.724316 1.052103 1.607517 2.741614
2024-12-29 00:00:00+00:00 0.286907 0.380437 0.515238 0.735243 1.111819 1.793842 3.331400
2025-01-05 00:00:00+00:00 0.271398 0.365913 0.505697 0.741571 1.164088 1.979330 4.008667
2025-01-12 00:00:00+00:00 0.255237 0.348867 0.490334 0.735847 1.193171 2.126537 4.674663
2025-01-19 00:00:00+00:00 0.235685 0.325133 0.462258 0.704880 1.169355 2.156249 5.042986
2025-01-26 00:00:00+00:00 0.226275 0.316181 0.456832 0.712581 1.221828 2.369989 6.105463
2025-02-02 00:00:00+00:00 0.218178 0.308597 0.452812 0.722065 1.279429 2.614265 7.484182
2025-02-09 00:00:00+00:00 0.207261 0.296157 0.440276 0.715487 1.304751 2.794325 8.851925
2025-02-16 00:00:00+00:00 0.198448 0.286491 0.431604 0.715207 1.344224 3.029255 10.783897
2025-02-23 00:00:00+00:00 0.185479 0.269224 0.408469 0.683997 1.306908 3.030197 11.554616
2025-03-02 00:00:00+00:00 0.174194 0.254138 0.388168 0.656518 1.274440 3.038448 12.425335
2025-03-09 00:00:00+00:00 0.169813 0.250295 0.387495 0.668845 1.341680 3.394129 16.259361
2025-03-16 00:00:00+00:00 0.167639 0.249981 0.393053 0.694699 1.449095 3.945575 23.478157
2025-03-23 00:00:00+00:00 0.163548 0.246101 0.391704 0.705529 1.519409 4.403947 32.194787
2025-03-30 00:00:00+00:00 0.159156 0.241430 0.388491 0.711831 1.578835 4.858545 44.236898
2025-04-06 00:00:00+00:00 0.153685 0.234559 0.380594 0.706625 1.603879 5.180314 57.420467
2025-04-13 00:00:00+00:00 0.145797 0.223036 0.363048 0.677462 1.551467 5.107556 61.517380
2025-04-20 00:00:00+00:00 0.142540 0.219648 0.361138 0.684822 1.614037 5.658470 91.987601